Narrow search
Showing 1 - 10 of 889
Cover Image
Unit root testing via the stationary bootstrap
Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of econometrics 133 (2006) 2, pp. 601-638
Persistent link: https://www.econbiz.de/10003359595
Cover Image
Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas - In: Journal of econometrics 133 (2006) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10003354571
Cover Image
Bootstrapping GMM estimators for time series
Inoue, Atsushi; Shintani, Mototsugu - In: Journal of econometrics 133 (2006) 2, pp. 531-555
Persistent link: https://www.econbiz.de/10003359566
Cover Image
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 136 (2007) 2, pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
Cover Image
Nonparametric tests for conditional symmetry in dynamic models
Delgado, Miguel A.; Escanciano, J. Carlos - In: Journal of econometrics 141 (2007) 2, pp. 652-682
Persistent link: https://www.econbiz.de/10003571335
Cover Image
On bootstrapping panel factor series
Trapani, Lorenzo - In: Journal of econometrics 172 (2013) 1, pp. 127-141
Persistent link: https://www.econbiz.de/10009702295
Cover Image
Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
Cover Image
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Cover Image
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke; Li, Wai Keung - In: Journal of econometrics 187 (2015) 1, pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
Cover Image
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel; Jäschke, Stefan; Wied, Dominik - In: Journal of econometrics 187 (2015) 1, pp. 154-168
Persistent link: https://www.econbiz.de/10011498799